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Robust inference for the Two-Sample 2SLS estimator()
The Two-Sample Two-Stage Least Squares (TS2SLS) data combination estimator is a popular estimator for the parameters in linear models when not all variables are observed jointly in one single data set. Although the limiting normal distribution has been established, the asymptotic variance formula ha...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
North Holland
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5026329/ https://www.ncbi.nlm.nih.gov/pubmed/27667880 http://dx.doi.org/10.1016/j.econlet.2016.06.033 |